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Trade: ICP/USDT/15/T3/RMA/4777

Strategy
ICP/USDT/15/T3/RMA/4777
Pair
ICP_USDT
Interval
15m
Score
333349
Daily Profit
0.195008
Profit Factor
1.752131
Profitability
60.869565
Streak
9.777909
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 22:55
Expiration Time
2025-12-24 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 42472.6249 -8311.4281 50784.053 34007.018 -15630.0005 49637.0185
Total P&L (%) 42.4726 -8.3114 50.7841 34.007 -15.63 49.637
Avg Daily Profit (%) 0.1631 -0.0319 0.195 0.1125 -0.0652 0.1549
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65788 -55356 -15514 -59459 -50513 -14241
Profit Factor 1.2596 0.9135 1.7521 1.222 0.8328 1.8315
Total Trades 92 46 46 92 46 46
Winning Trades 53 25 28 53 25 28
Losing Trades 39 21 18 39 21 18
Profitability (%) 57.6087 54.3478 60.8696 57.6087 54.3478 60.8696
Ratio Avg Win / Avg Loss 0.9269 0.7673 1.1264 0.8992 0.6995 1.1774
Largest Winning Trade 17726 10471 17726 13722 7781 13722
Largest Losing Trade -19418 -19418 -9010 -22395 -22395 -7613
Avg Bars in Trades 266 291 241 266 291 241
Avg Bars in Winners 230 210 247 230 210 247
Avg Bars in Losers 316 388 233 316 388 233
Bars Traded 24547 13430 11117 24547 13430 11117
Profit Streak 9.7779 11.3508 9.7779 9.7779 11.3508 9.7779
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 158965 -580901 333349 -46722 -580901 323474
Evaluation Data
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737626400000,
    "first_datapoint_time": 1737763200000,
    "last_datapoint_time": 1760125500000,
    "evaluation_time": 1760126111335,
    "expiration_time": 1766605500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 109,
            "offset": 0,
            "a": 0.69817
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            42472.6249040992,
            -8311.4280921883,
            50784.0529962876,
            34007.018007783,
            -15630.0004889726,
            49637.0184967555
        ],
        [
            42.472625,
            -8.311428,
            50.784053,
            34.007018,
            -15.63,
            49.637018
        ],
        [
            0.163093,
            -0.031915,
            0.195008,
            0.112467,
            -0.065242,
            0.154886
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65788,
            -55356,
            -15514,
            -59459,
            -50513,
            -14241
        ],
        [
            1.259618,
            0.913492,
            1.752131,
            1.222022,
            0.832789,
            1.831509
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            57.608696,
            54.347826,
            60.869565,
            57.608696,
            54.347826,
            60.869565
        ],
        [
            0.926889,
            0.767333,
            1.12637,
            0.899223,
            0.699543,
            1.177399
        ],
        [
            17726,
            10471,
            17726,
            13722,
            7781,
            13722
        ],
        [
            -19418,
            -19418,
            -9010,
            -22395,
            -22395,
            -7613
        ],
        [
            266,
            291,
            241,
            266,
            291,
            241
        ],
        [
            230,
            210,
            247,
            230,
            210,
            247
        ],
        [
            316,
            388,
            233,
            316,
            388,
            233
        ],
        [
            24547,
            13430,
            11117,
            24547,
            13430,
            11117
        ],
        [
            9.777909,
            11.350826,
            9.777909,
            9.777909,
            11.350826,
            9.777909
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            158965,
            -580901,
            333349,
            -46722,
            -580901,
            323474
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ICP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737626400000,
    "first_datapoint_time": 1737763200000,
    "last_datapoint_time": 1760125500000,
    "evaluation_time": 1760126111335,
    "expiration_time": 1766605500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 109,
            "offset": 0,
            "a": 0.69817
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)